Results 131 to 140 of about 6,560 (255)

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

Journal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

A Joint Test of Unconfoundedness and Common Trends

Journal of Applied Econometrics, EarlyView.
ABSTRACT We introduce an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two‐period panel data setting: unconfoundedness and common trends. Under unconfoundedness, treatment assignment and post‐treatment outcomes are independent, conditional on control variables and pre‐treatment ...
Martin Huber, Eva‐Maria Oeß
wiley   +1 more source

Bayesian Model Averaging in Causal Instrumental Variable Models

Journal of Applied Econometrics, EarlyView.
ABSTRACT Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this challenge by averaging across different sets of instrumental variables and covariates in a structural equation ...
Gregor Steiner, Mark Steel
wiley   +1 more source

Conditional Randomization Tests for the Specification of Interference Structure

Journal of Applied Econometrics, EarlyView.
ABSTRACT This study proposes specification tests for interference structure in causal inference with spillovers. We focus on experimental settings in which the treatment assignment mechanism is known. To test whether a given exposure mapping adequately summarizes the true interference structure, we develop conditional randomization tests by utilizing ...
Tadao Hoshino, Takahide Yanagi
wiley   +1 more source

Objectives and effectiveness of foreign exchange market intervention: A survey of the empirical literature

Central Banks;monetary ...
Almekinders, G.J., Eijffinger, S.C.W.
core  

Halin's Grid Theorem for Digraphs

Journal of Graph Theory, EarlyView.
ABSTRACT Halin showed that every thick end of every graph contains an infinite grid. We extend Halin's theorem to digraphs. More precisely, we show that for every infinite family ℛ ${\rm{ {\mathcal R} }}$ of disjoint equivalent out‐rays there is a grid whose vertical rays are contained in ℛ ${\rm{ {\mathcal R} }}$.
Florian Reich
wiley   +1 more source

On a Clique‐Building Game of Erdős

Journal of Graph Theory, EarlyView.
ABSTRACT The following game was introduced in a list of open problems from 1983 attributed to Erdős: two players take turns claiming edges of a Kn ${K}_{n}$ until all edges are exhausted. Player 1 wins the game if the largest clique that they claim at the end is strictly larger than the largest clique of their opponent; otherwise, Player 2 wins the ...
Alexandru Malekshahian, Sam Spiro
wiley   +1 more source

Central limit theorems for point processes

, 1982
G. Ivanoff
semanticscholar   +1 more source

An End Degree for Digraphs

Journal of Graph Theory, EarlyView.
ABSTRACT In this paper we define a degree for ends of infinite digraphs. The well‐definedness of our definition in particular resolves a problem by Zuther. Furthermore, we extend our notion of end degree to also respect, among others, the vertices dominating the end, which we denote as combined end degree.
Matthias Hamann, Karl Heuer
wiley   +1 more source